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1 Ergebnisse
1
Asymmetric dependence patterns in financial returns
, In:
Essays in nonlinear time series econometrics / ed. by Niels Haldrup ...
an empirical investigation using local Gaussian correlation
Støve, Bård
. (2014) - p. 307-329
Exemplar:
BB WiWi
: 11a vwl 913.3/164
RT Journal Article T1 <Title>Asymmetric dependence patterns in financial returns</Title> : <SubTitle>an empirical investigation using local Gaussian correlation</SubTitle> UL https://suche.suub.uni-bremen.de/peid=B79207612&Exemplar=1&LAN=DE A1 Støve, Bård YR 2014 NO : graph. Darst. JF Essays in nonlinear time series econometrics / ed. by Niels Haldrup ... SP 307 OP 329 LK http://katalog.suub.uni-bremen.de/DB=1/LNG=DU/CMD?ACT=SRCHA&IKT=8000&TRM=1510722807* CN BB WiWi: 11a vwl 913.3/164 SF ELIB - SuUB Bremen
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